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The Dynamics of Overpricing in Structured Products
Ruf, Thomas, (2011)
Modeling autocallable structured products
Deng, Geng, (2011)
Structured products
Das, Satyajit, (2006)
Window double barrier options
Guillaume, Tristan, (2003)
Analytical valuation of options on joint minima and maxima
Guillaume, Tristan, (2001)
Step double barrier options
Guillaume, Tristan, (2010)